-26.3%
USAR vs LDOS
+57.1%
-83.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.1% | -9.6% | -9.5% |
| 7D | -29.5% | -3.7% | -25.8% | -29.0% |
| 30D | -46.0% | +16.4% | -62.4% | -47.7% |
| 3M | -56.8% | +7.4% | -64.2% | -57.5% |
| 6M | -72.9% | -0.3% | -72.6% | -72.9% |
| YTD | -37.6% | -24.0% | -13.6% | -33.9% |
| 1Y | -56.0% | -29.6% | -26.4% | -52.8% |
| 3Y | -27.5% | +35.1% | -62.7% | -25.2% |
| All | -26.3% | +57.1% | -83.4% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling